QuantSimulator

QuantSimulator's Stars

• microsoft/qlib

  Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

  Language:Python15.4k2.6k

• cvxgrp/cvxportfolio

  Portfolio optimization and back-testing.

  Language:Python981255

• optuna/optuna

  A hyperparameter optimization framework

  Language:Python10.7k1k

• median-research-group/LibMTL

  A PyTorch Library for Multi-Task Learning

  Language:Python2k185

• cvxgrp/cvxpylayers

  Differentiable convex optimization layers

  Language:Python1.8k158

• jingw2/demand_forecast

  Language:Python447122

• sktime/pytorch-forecasting

  Time series forecasting with PyTorch

  Language:Python3.9k625

• sangyx/deep-finance

  Datasets, papers and books on AI & Finance.

  1.4k277

• zhouhaoyi/Informer2020

  The GitHub repository for the paper "Informer" accepted by AAAI 2021.

  Language:Python5.4k1.1k

• huseinzol05/Stock-Prediction-Models

  Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

  Language:Jupyter Notebook8k2.8k

• ZeweiChu/PyTorch-Course

  JULYEDU PyTorch Course

  Language:Jupyter Notebook1.1k514

• seungwonpark/RandWireNN

  Implementation of: "Exploring Randomly Wired Neural Networks for Image Recognition"

  Language:Python683135